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Overview

The MPS file format is a format commonly used in industry for describing linear programming (LP) and integer programming (IP) problems (IBM 1988; Murtagh 1981). It can be extended to the QPS format (Maros and Meszaros 1999), which describes quadratic programming (QP) problems. MPS-format and QPS-format files are in text format and have specific conventions for the order in which the different pieces of the mathematical model are specified. The MPS-format SAS data set corresponds closely to the format of an MPS-format or QPS-format file and is used to describe linear programming, mixed integer programming, and quadratic programming problems for SAS/OR.

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